CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6999 |
0.6948 |
-0.0052 |
-0.7% |
0.7103 |
| High |
0.7020 |
0.6963 |
-0.0057 |
-0.8% |
0.7113 |
| Low |
0.6944 |
0.6935 |
-0.0010 |
-0.1% |
0.6935 |
| Close |
0.6949 |
0.6937 |
-0.0012 |
-0.2% |
0.6937 |
| Range |
0.0076 |
0.0029 |
-0.0047 |
-62.3% |
0.0179 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
150,229 |
107,824 |
-42,405 |
-28.2% |
614,692 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7030 |
0.7012 |
0.6953 |
|
| R3 |
0.7002 |
0.6984 |
0.6945 |
|
| R2 |
0.6973 |
0.6973 |
0.6942 |
|
| R1 |
0.6955 |
0.6955 |
0.6940 |
0.6950 |
| PP |
0.6945 |
0.6945 |
0.6945 |
0.6942 |
| S1 |
0.6927 |
0.6927 |
0.6934 |
0.6922 |
| S2 |
0.6916 |
0.6916 |
0.6932 |
|
| S3 |
0.6888 |
0.6898 |
0.6929 |
|
| S4 |
0.6859 |
0.6870 |
0.6921 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7530 |
0.7412 |
0.7035 |
|
| R3 |
0.7352 |
0.7234 |
0.6986 |
|
| R2 |
0.7173 |
0.7173 |
0.6970 |
|
| R1 |
0.7055 |
0.7055 |
0.6953 |
0.7025 |
| PP |
0.6995 |
0.6995 |
0.6995 |
0.6980 |
| S1 |
0.6877 |
0.6877 |
0.6921 |
0.6847 |
| S2 |
0.6816 |
0.6816 |
0.6904 |
|
| S3 |
0.6638 |
0.6698 |
0.6888 |
|
| S4 |
0.6459 |
0.6520 |
0.6839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7113 |
0.6935 |
0.0179 |
2.6% |
0.0050 |
0.7% |
1% |
False |
True |
122,938 |
| 10 |
0.7162 |
0.6935 |
0.0228 |
3.3% |
0.0064 |
0.9% |
1% |
False |
True |
143,246 |
| 20 |
0.7333 |
0.6935 |
0.0399 |
5.7% |
0.0080 |
1.1% |
1% |
False |
True |
166,142 |
| 40 |
0.7359 |
0.6935 |
0.0424 |
6.1% |
0.0072 |
1.0% |
1% |
False |
True |
183,156 |
| 60 |
0.7477 |
0.6935 |
0.0542 |
7.8% |
0.0069 |
1.0% |
0% |
False |
True |
130,191 |
| 80 |
0.7678 |
0.6935 |
0.0743 |
10.7% |
0.0066 |
1.0% |
0% |
False |
True |
97,708 |
| 100 |
0.7904 |
0.6935 |
0.0970 |
14.0% |
0.0065 |
0.9% |
0% |
False |
True |
78,184 |
| 120 |
0.7904 |
0.6935 |
0.0970 |
14.0% |
0.0062 |
0.9% |
0% |
False |
True |
65,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7084 |
|
2.618 |
0.7038 |
|
1.618 |
0.7009 |
|
1.000 |
0.6992 |
|
0.618 |
0.6981 |
|
HIGH |
0.6963 |
|
0.618 |
0.6952 |
|
0.500 |
0.6949 |
|
0.382 |
0.6945 |
|
LOW |
0.6935 |
|
0.618 |
0.6917 |
|
1.000 |
0.6906 |
|
1.618 |
0.6888 |
|
2.618 |
0.6860 |
|
4.250 |
0.6813 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6949 |
0.6984 |
| PP |
0.6945 |
0.6968 |
| S1 |
0.6941 |
0.6953 |
|